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VCIT vs. FCOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. FCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Fidelity Corporate Bond ETF (FCOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCIT achieves a 0.18% return, which is significantly lower than FCOR's 0.48% return. Both investments have delivered pretty close results over the past 10 years, with VCIT having a 2.93% annualized return and FCOR not far behind at 2.89%.


VCIT

1D
-0.22%
1M
0.28%
YTD
0.18%
6M
0.07%
1Y
6.13%
3Y*
6.00%
5Y*
1.22%
10Y*
2.93%

FCOR

1D
-0.21%
1M
0.67%
YTD
0.48%
6M
0.32%
1Y
6.06%
3Y*
5.65%
5Y*
0.70%
10Y*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. FCOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.18%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%
FCOR
Fidelity Corporate Bond ETF
0.48%7.88%3.01%8.95%-15.88%-1.64%11.39%14.87%-3.04%6.13%

Correlation

The correlation between VCIT and FCOR is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2014

0.82

The correlation between VCIT and FCOR shifts across timeframes, from 0.82 (all time) to 0.94 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VCIT vs. FCOR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VCIT
VCIT Risk / Return Rank: 4242
Overall Rank
VCIT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4343
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4040
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4141
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4242
Martin Ratio Rank

FCOR
FCOR Risk / Return Rank: 3838
Overall Rank
FCOR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FCOR Sortino Ratio Rank: 3838
Sortino Ratio Rank
FCOR Omega Ratio Rank: 3737
Omega Ratio Rank
FCOR Calmar Ratio Rank: 4040
Calmar Ratio Rank
FCOR Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VCIT vs. FCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Fidelity Corporate Bond ETF (FCOR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VCITFCORDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.39

+0.11

Sortino ratio

Return per unit of downside risk

2.22

2.02

+0.20

Omega ratio

Gain probability vs. loss probability

1.27

1.24

+0.02

Calmar ratio

Return relative to maximum drawdown

2.08

1.99

+0.10

Martin ratio

Return relative to average drawdown

6.95

6.21

+0.73

VCIT vs. FCOR - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.50, which is comparable to the FCOR Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of VCIT and FCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VCITFCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.39

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.10

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.41

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.43

+0.33

Drawdowns

VCIT vs. FCOR - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum FCOR drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for VCIT and FCOR.


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Drawdown Indicators


VCITFCORDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-22.60%

+2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-3.06%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-6.60%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-22.60%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-22.60%

+2.04%

Current Drawdown

Current decline from peak

-1.36%

-1.18%

-0.18%

Average Drawdown

Average peak-to-trough decline

-3.16%

-4.73%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.98%

-0.10%

Volatility

VCIT vs. FCOR - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) is 1.38%, while Fidelity Corporate Bond ETF (FCOR) has a volatility of 1.61%. This indicates that VCIT experiences smaller price fluctuations and is considered to be less risky than FCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITFCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

1.61%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

3.32%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

4.38%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

7.06%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

7.10%

-0.82%

VCIT vs. FCOR - Expense Ratio Comparison

VCIT has a 0.04% expense ratio, which is lower than FCOR's 0.36% expense ratio.


Dividends

VCIT vs. FCOR - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.80%, more than FCOR's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
FCOR
Fidelity Corporate Bond ETF
4.55%4.47%4.35%3.70%3.30%2.34%2.99%3.10%3.65%2.81%3.04%3.82%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.80%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions


VCIT and FCOR have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCOR has higher volatility (1.61%) compared to VCIT (1.38%). In terms of maximum drawdown, VCIT dropped -20.56% vs FCOR's -22.60%.

On 10-year performance, VCIT leads with 2.93% vs 2.89% for FCOR. On fees, VCIT is cheaper at 0.04% per year. On volatility, VCIT has been the lower-risk option at 1.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VCIT has performed better with a 2.93% return vs 2.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT is cheaper with a 0.04% expense ratio, compared with 0.36% for FCOR.

VCIT has the higher dividend yield at 4.80%, compared with 4.55% for FCOR.

They also come from different issuers: Vanguard and Fidelity. Their fees differ too: 0.04% for VCIT and 0.36% for FCOR.

VCIT currently has the higher Sharpe Ratio (1.50 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VCIT and FCOR

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